Greens Functions, PDEs and Laplace Transforms

In summary, the Green's function is defined as the impulse response of a differential equation, and can be expressed as a sum involving eigen vectors and eigenvalues of the operator. For ODEs, the eigenvalues can be found by finding the poles of the Laplace transform. There are also multi-dimensional versions of the Laplace transform that can be used to solve Partial Differential equations.
  • #1
John Creighto
495
2
According to wikipedia the greens function is defined as:

[tex]L G(x,s) = - \delta(x-s)\,[/tex]
http://en.wikipedia.org/wiki/Green's_function#Definition_and_uses

when L is a differential equation then the greens function is the impulse response of the differential equation.

If a Hilbert space can be found for the operator then the greens function is given as follows:

[tex]K(x,y)=\sum_n \frac{\psi_n^*(x) \psi_n(y)} {\omega_n}[/tex]
http://en.wikipedia.org/wiki/Fredholm_theory#Homogeneous_equations

Where [tex]\phi[/tex] are the eigen vectors and [tex]\omega_n[/tex] are the eigenvalues of the operator. (Not sure how unbounded basis are dealt with).

For ODEs we can find the eigenvalues by finding the poles of the Laplace transform. I'm wondering if there is some generalization of the Laplace transform for partial differential equations. The form of the resolvent:

[tex]R(z;A)= (A-zI)^{-1}.\,[/tex]

http://en.wikipedia.org/wiki/Resolvent_formalism

Looks strangely similar to part of the solution when solving for S the Laplace transform of a system of first order linear differential equations. Also with regards to generalizing with respect to partial differential equations, I presume a convolution with a greens function turns into a multiple convolution over several variables.

Thinking in terms of ODEs the poles of the resultant should be the eigenvalues.
 
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  • #2
Here are some relevant links:
http://en.wikipedia.org/wiki/Fundamental_solution

Laplace Transforms and
Systems of Partial Differential Equations[/url]
A. Aghili and B. Salkhordeh Moghaddam

transform pairs of N-dimensions
and second order linear partial differential
equations with constant coefficients[/url]
A. Aghili, B. Salkhordeh Moghaddam

So it appears that there are multi-dimensional versions of the Laplace transform that can be used to solve Partial Differential equations. Any incite anyone has on this would be greatly appreciated.
 
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1. What are Greens Functions?

Greens Functions are mathematical functions used in the study of partial differential equations (PDEs). They are used to solve boundary value problems by breaking down the problem into simpler, solvable components.

2. How are Greens Functions related to PDEs?

Greens Functions are intimately related to PDEs, as they are used to solve boundary value problems involving PDEs. They are used to find specific solutions for point sources within a domain, and can be combined to form solutions for more complex problems.

3. What is the significance of Laplace Transforms in this context?

Laplace Transforms are used to convert a differential equation in the time domain into an algebraic equation in the frequency domain. This allows for easier analysis and solution of the equation, and is especially useful for solving PDEs with boundary conditions.

4. How are Greens Functions and Laplace Transforms connected?

Laplace Transforms can be used to find Greens Functions for certain PDEs. By taking the Laplace Transform of the differential equation involving the Greens Function, the resulting algebraic equation can be solved for the Greens Function itself.

5. What are some real-world applications of Greens Functions, PDEs and Laplace Transforms?

Greens Functions, PDEs, and Laplace Transforms have a wide range of applications in physics, engineering, and other scientific fields. They are used in the study of heat transfer, fluid mechanics, electromagnetism, and many other areas where differential equations are present. They are also used in signal processing and control theory to analyze and design systems.

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